Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-18 0.240028 0.259005 0.279433 0.303175 0.330158 0.360047 0.395908
2026-01-25 0.210392 0.234093 0.260872 0.293696 0.333307 0.380184 0.440822
2026-02-01 0.188711 0.214535 0.244735 0.283229 0.331855 0.392491 0.475967
2026-02-08 0.174830 0.202300 0.235359 0.278927 0.336209 0.411102 0.520436
2026-02-15 0.168746 0.198654 0.235677 0.286137 0.355281 0.450365 0.598525
2026-02-22 0.160075 0.190910 0.229909 0.284466 0.361723 0.472445 0.654812
2026-03-01 0.152061 0.183338 0.223621 0.281249 0.365237 0.490152 0.706770
2026-03-08 0.144035 0.175190 0.215908 0.275239 0.363810 0.499773 0.746471
2026-03-15 0.137555 0.168680 0.209925 0.271077 0.364503 0.512439 0.793433
2026-03-22 0.134671 0.166789 0.210072 0.275645 0.378781 0.548739 0.891828
2026-03-29 0.133978 0.167787 0.214221 0.286329 0.403662 0.606513 1.048494
2026-04-05 0.129389 0.163117 0.209971 0.283829 0.406560 0.625281 1.126419
2026-04-12 0.126679 0.161117 0.209694 0.287842 0.421510 0.670121 1.283280
2026-04-19 0.120679 0.154164 0.201761 0.279124 0.413428 0.668878 1.324605
2026-04-26 0.114853 0.147238 0.193552 0.269455 0.402816 0.661172 1.346964
2026-05-03 0.110916 0.142890 0.189008 0.265477 0.402147 0.674014 1.432386
2026-05-10 0.109942 0.142795 0.190867 0.272161 0.421775 0.733530 1.685950
2026-05-17 0.107037 0.139726 0.187986 0.270615 0.425555 0.758340 1.840330
2026-05-24 0.103981 0.136316 0.184413 0.267635 0.426216 0.775975 1.979322
2026-05-31 0.100515 0.132173 0.179518 0.262064 0.421204 0.779128 2.064689
2026-06-07 0.097624 0.128805 0.175716 0.258203 0.419335 0.789909 2.189836
2026-06-14 0.096655 0.128310 0.176455 0.262441 0.434560 0.847472 2.571714
2026-06-21 0.096894 0.129653 0.180197 0.272342 0.462955 0.947836 3.301082